Tutorials for Java in Max?

Not that i know. have you also discovered the pdf file that comes with Max/MSP. I think it is inside the jit-doc folder.
There are some more information that in the HTML tutorials.
Otherwise i can highly recommend the Java tutorials on the oracle site. But this is on Java in general.

MIDI in Java is somewhat messy – do a quick Google for a package called rwmidi which cleans it up a bit. To be honest, if you’re working in the MXJ world you’re better off passing MIDI messages to and from Max itself.